Securitization Course
Gain mastery in securitisation, covering balance sheet effects to advanced cash flow modelling. Learn to structure auto loan ABS deals, determine credit enhancement levels, handle risks effectively, and analyse investor reports. This enhances funding efficiency, capital utilisation, and ROE in practical scenarios.

flexible workload of 4 to 360h
valid certificate in your country
What will I learn?
This Securitisation Course offers practical step-by-step insights into how securitisations influence balance sheets, funding expenses, capital requirements, and accounting practices. It explores auto loan ABS pools, tranche design, credit enhancements, and Excel-based waterfall modelling. Participants gain skills to spot, measure, and address major risks while establishing strong systems for monitoring, reporting, and engaging investors.
Elevify advantages
Develop skills
- Securitisation impact evaluation: analyse balance sheet, capital, and ROE using actual transactions.
- Auto ABS modelling: quickly define defaults, recoveries, and prepayments from data.
- Tranche design: calculate credit enhancement and price tranches from AAA to equity.
- Waterfall cash flow modelling: create flexible Excel models with stress testing.
- Risk assessment and monitoring: measure ABS risks and build surveillance dashboards.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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